NYMEX Natural Gas Future November 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	3.008	2.930	-0.078	-2.6%	3.065
High	3.045	2.964	-0.081	-2.7%	3.115
Low	2.910	2.904	-0.006	-0.2%	2.905
Close	2.919	2.929	0.010	0.3%	2.990
Range	0.135	0.060	-0.075	-55.6%	0.210
ATR	0.088	0.086	-0.002	-2.3%	0.000
Volume	23,323	31,151	7,828	33.6%	89,337

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.112	3.081	2.962
R3	3.052	3.021	2.946
R2	2.992	2.992	2.940
R1	2.961	2.961	2.935	2.947
PP	2.932	2.932	2.932	2.925
S1	2.901	2.901	2.924	2.887
S2	2.872	2.872	2.918
S3	2.812	2.841	2.913
S4	2.752	2.781	2.896

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.633	3.522	3.106
R3	3.423	3.312	3.048
R2	3.213	3.213	3.029
R1	3.102	3.102	3.009	3.053
PP	3.003	3.003	3.003	2.979
S1	2.892	2.892	2.971	2.843
S2	2.793	2.793	2.952
S3	2.583	2.682	2.932
S4	2.373	2.472	2.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.045	2.904	0.141	4.8%	0.090	3.1%	18%	False	True	24,447
10	3.148	2.904	0.244	8.3%	0.102	3.5%	10%	False	True	23,899
20	3.148	2.838	0.310	10.6%	0.085	2.9%	29%	False	False	20,133
40	3.148	2.460	0.688	23.5%	0.074	2.5%	68%	False	False	16,493
60	3.148	2.460	0.688	23.5%	0.068	2.3%	68%	False	False	14,104
80	3.148	2.398	0.750	25.6%	0.066	2.2%	71%	False	False	11,970

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.219
2.618	3.121
1.618	3.061
1.000	3.024
0.618	3.001
HIGH	2.964
0.618	2.941
0.500	2.934
0.382	2.927
LOW	2.904
0.618	2.867
1.000	2.844
1.618	2.807
2.618	2.747
4.250	2.649

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	2.934	2.975
PP	2.932	2.959
S1	2.931	2.944

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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